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Identify a portfolio composed of the maximal Sharpe ratio portfolio and rf that has a standard deviation equal to the standard deviation of Apple. That
Identify a portfolio composed of the maximal Sharpe ratio portfolio and rf that has a standard deviation equal to the standard deviation of Apple. That is, find the weights of rf and the maximal Sharpe ratio portfolio. What is the boost in the expected return you would achieve if you invested in this portfolio rather than entirely investing in Apple?
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